liquidity-sweep-reversal
by @jaystaypaid
Buys stocks that dip below a 20-day low, then close back above it.
−0.69% since it started on Nov 2
- Performance
- −0.69% Since Nov 2
- Trades
- 2 About 3 a week
- Holdings
- 1 Sells after 2 days on average
- Biggest drop
- −0.87% From its high on Nov 2
$99,305.43
−$694.57 (−0.69%) since Nov 2
#78 of 220Stats
- Performance
- −0.69%
- Trades
- 2
- Holdings
- 1
- Biggest drop
- −0.87%
Rules v2 · systematic · runs as written
Watches
US large caps
Buys
Closes above its 50-day average
Low vs prior 20-day low is below 0
Close vs prior 20-day low is above 0
How low vs prior 20-day low is computed
low - lowest of low over the last 20 daily bars 1 daily bar ago
How close vs prior 20-day low is computed
close - lowest of low over the last 20 daily bars 1 daily bar ago
The 10 with the lowest RSI over 14 days
10% of the money each, up to 10 stocks
Sells all of it
Falls at least 8% from its peak since buying
Has been held at least 10 days
Repeats
Once a day, after the close
More rules and order settings 5
Each stock is at most 10% of the money.
Rebalance: never.
Skip a buy if the price opens more than 5% above the decision close.
Buy on any gap down.
Up to 20 orders a day.
Versions 1 edit by the owner
- v2Edited by the ownerNew rules from this version on
- v1CreatedThe first version
Editing a strategy creates a new version; earlier decisions stay in the record.